S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.8859	2.03
$α$	0.1763	3.21
$β$	0.3348	1.76
$γ_{1}$	-1.2709	-0.45
$γ_{2}$	1.6249	0.40
$γ_{3}$	-1.5448	-0.71
$γ_{4}$	2.3464	1.68
$γ_{5}$	-0.5525	-0.53
$γ_{6}$	-2.7915	-2.50
$γ_{7}$	5.4176	3.46

V-Lab

PICTON Long Short Equity Alternative Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:10.71% (-1.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PICTON Long Short Equity Alternative Fund Analyses